| 常利率下带干扰负风险和模型的破产概率 |
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| 引用本文： | 董迎辉,王过京.常利率下带干扰负风险和模型的破产概率[J].应用数学学报,2010,33(1). |
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| 作者姓名： | 董迎辉 王过京 |
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| 作者单位： | 1. 苏州大学数学系与金融工程研究中心,苏州,215006;苏州科技学院数理学院,苏州,215011
2. 苏州大学数学系与金融工程研究中心,苏州,215006 |
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| 基金项目： | 江苏省自然科学基金，江苏省普通高校研究生科研创新计划，苏州科技学院院基金 |
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| 摘 要： | 本文考虑了常利率下带干扰负风险和模型的破产模型,给出了积分和积分-微分方程,并当理赔量为指数分布时给出了破产概率的具体表达式.
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| 关 键 词： | 负风险和 积分和积分-微分方程 破产概率MR(2000)主题分类62P05 |
Ruin Probability for the Risk Model with Negative Risk Sums Perturbed by Diffusion under Constant Interest Force |
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| DONG YINGHUI,WANG GUOJING.Ruin Probability for the Risk Model with Negative Risk Sums Perturbed by Diffusion under Constant Interest Force[J].Acta Mathematicae Applicatae Sinica,2010,33(1). |
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| Authors: | DONG YINGHUI WANG GUOJING |
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| Abstract: | In this paper, we consider the risk process with negative risk sums perturbed by diffusion under constant interest force. Integral equations and integro-differential equations for the probability of ruin for the proposed model are derived. We give the the explicit expression for the probability of ruin when the Z_k~＇s are exponential distributions. |
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| Keywords: | 62E20 negative risk sums integral and integro-differential equation: ruin probability |
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